“…Our equation differs from the aforementioned equation (A) examined in (Guo et al,
2019). To investigate the extinction property of our method, we will start by considering the equation on the boundary,
with initial value
almost surely, following the lemma 2.2* and solving the Fokker–Planck equation in (Guo et al,
2019) we have the density of the stationary distribution of the process
,
where
,
and
is the Gamma function. By strong ergodicity theorem, we can deduce that for any measurabl...…”